+648.1%
ATI vs AMBA
+837.3%
-189.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | -0.1% | -11.0% | +10.9% | +2.8% |
| 30D | +2.7% | -23.2% | +25.9% | +9.4% |
| 3M | +16.3% | -12.7% | +29.0% | +17.2% |
| 6M | +30.2% | +11.2% | +19.0% | +21.5% |
| YTD | +83.6% | -11.2% | +94.8% | +79.5% |
| 1Y | +173.0% | -22.5% | +195.5% | +172.1% |
| 3Y | +356.6% | -1.3% | +358.0% | +305.3% |
| 5Y | +1,074.2% | -54.2% | +1,128.4% | +1,023.7% |
| 10Y | +1,136.2% | -6.1% | +1,142.3% | +764.2% |
| All | +648.1% | +837.3% | -189.1% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling